Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks

In this paper we consider a multidimensional renewal risk model with regularly varying claims. This model may be used to describe the surplus of an insurance company possessing several lines of business where a large claim possibly puts multiple lines in a risky condition. Conditional on the occurrence of ruin, we develop asymptotic approximations for the average accumulated number of claims leading the process to a rare set, and the expected total amount of shortfalls to this set in finite and infinite horizons. Furthermore, for the continuous time case, asymptotic results regarding the total occupation time of the process in a rare set and time-integrated amount of shortfalls to a rare set are obtained.postprin

On the joint analysis of the total discounted payments to policyholders and shareholders: Dividend barrier strategy

In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to analyze jointly the aggregate discounted claim amounts until ruin and the total discounted dividends until ruin, which represent the insurer’s payments to its policyholders and shareholders, respectively. To this end, we introduce a Gerber–Shiu-type function, which further incorporates the higher moments of these two quantities. This not only unifies the individual study of various ruin-related quantities, but also allows for new measures concerning covariances to be calculated. The integro-differential equation satisfied by the generalized Gerber–Shiu function and the boundary condition are derived. In particular, when the claim severity is distributed as a combination of exponentials, explicit expressions for this Gerber–Shiu function in some special cases are given. Numerical examples involving the covariances between any two of (i) the aggregate discounted claims until ruin, (ii) the discounted dividend payments until ruin and (iii) the time of ruin are presented along with some interpretations.published_or_final_versio

Additive Angular Margin for Few Shot Learning to Classify Clinical Endoscopy Images

Endoscopy is a widely used imaging modality to diagnose and treat diseases in hollow organs as for example the gastrointestinal tract, the kidney and the liver. However, due to varied modalities and use of different imaging protocols at various clinical centers impose significant challenges when generalising deep learning models. Moreover, the assembly of large datasets from different clinical centers can introduce a huge label bias that renders any learnt model unusable. Also, when using new modality or presence of images with rare patterns, a bulk amount of similar image data and their corresponding labels are required for training these models. In this work, we propose to use a few-shot learning approach that requires less training data and can be used to predict label classes of test samples from an unseen dataset. We propose a novel additive angular margin metric in the framework of prototypical network in few-shot learning setting. We compare our approach to the several established methods on a large cohort of multi-center, multi-organ, and multi-modal endoscopy data. The proposed algorithm outperforms existing state-of-the-art methods.Comment: 10 page

Multi-site evaluation of a computer aided detection (CAD) algorithm for small acute intra-cranial hemorrhage and development of a stand-alone CAD system ready for deployment in a clinical environment

Timely detection of Acute Intra-cranial Hemorrhage (AIH) in an emergency environment is essential for the triage of patients suffering from Traumatic Brain Injury. Moreover, the small size of lesions and lack of experience on the reader's part could lead to difficulties in the detection of AIH. A CT based CAD algorithm for the detection of AIH has been developed in order to improve upon the current standard of identification and treatment of AIH. A retrospective analysis of the algorithm has already been carried out with 135 AIH CT studies with 135 matched normal head CT studies from the Los Angeles County General Hospital/ University of Southern California Hospital System (LAC/USC). In the next step, AIH studies have been collected from Walter Reed Army Medical Center, and are currently being processed using the AIH CAD system as part of implementing a multi-site assessment and evaluation of the performance of the algorithm. The sensitivity and specificity numbers from the Walter Reed study will be compared with the numbers from the LAC/USC study to determine if there are differences in the presentation and detection due to the difference in the nature of trauma between the two sites. Simultaneously, a stand-alone system with a user friendly GUI has been developed to facilitate implementation in a clinical setting. © 2010 Copyright SPIE - The International Society for Optical Engineering.published_or_final_versio

Depressive and post-traumatic stress symptoms following termination of pregnancy in South African women: A longitudinal study measuring the effects of chronic burden, crisis support and resilience

 Background. Termination of pregnancy (TOP) remains a controversial issue, regardless of legislation. Access to services as well as psychological effects may vary across the world.Objectives and methods. To better understand the psychological effects of TOP, this study describes the circumstances of 102 women who underwent a TOP from two socioeconomic sites in Johannesburg, South Africa, one serving women with few economic resources and the other serving women with adequate resources. The relationship between demographic characteristics, resilience and symptoms of posttraumatic stress disorder (PTSD) and depression before, 1 month after and 3 months after the procedure was also examined.Results. Time since TOP, age, chronic burden, resilience and the interaction of site with religion and site with chronic burden were significant. In addition, site differences were found for religion and chronic burden in predicting depression scores. Women from both sites had significant decreases in depression scores over time. The interaction of time with site was not significant. Higher chronic burden scores correlated with higher depression scores. No variables were significant in the bivariate analysis for PTSD.Conclusion. Resilience, religion and chronic burden emerge as significant variables in women undergoing a first-trimester TOP, and warrant further assessment in studies of this nature

Envelope Determinants of Equine Lentiviral Vaccine Protection

Lentiviral envelope (Env) antigenic variation and associated immune evasion present major obstacles to vaccine development. The concept that Env is a critical determinant for vaccine efficacy is well accepted, however defined correlates of protection associated with Env variation have yet to be determined. We reported an attenuated equine infectious anemia virus (EIAV) vaccine study that directly examined the effect of lentiviral Env sequence variation on vaccine efficacy. The study identified a significant, inverse, linear correlation between vaccine efficacy and increasing divergence of the challenge virus Env gp90 protein compared to the vaccine virus gp90. The report demonstrated approximately 100% protection of immunized ponies from disease after challenge by virus with a homologous gp90 (EV0), and roughly 40% protection against challenge by virus (EV13) with a gp90 13% divergent from the vaccine strain. In the current study we examine whether the protection observed when challenging with the EV0 strain could be conferred to animals via chimeric challenge viruses between the EV0 and EV13 strains, allowing for mapping of protection to specific Env sequences. Viruses containing the EV13 proviral backbone and selected domains of the EV0 gp90 were constructed and in vitro and in vivo infectivity examined. Vaccine efficacy studies indicated that homology between the vaccine strain gp90 and the N-terminus of the challenge strain gp90 was capable of inducing immunity that resulted in significantly lower levels of post-challenge virus and significantly delayed the onset of disease. However, a homologous N-terminal region alone inserted in the EV13 backbone could not impart the 100% protection observed with the EV0 strain. Data presented here denote the complicated and potentially contradictory relationship between in vitro virulence and in vivo pathogenicity. The study highlights the importance of structural conformation for immunogens and emphasizes the need for antibody binding, not neutralizing, assays that correlate with vaccine protection. © 2013 Craigo et al

Ultrahigh power and energy density in partially ordered lithium-ion cathode materials

The rapid market growth of rechargeable batteries requires electrode materials that combine high power and energy and are made from earth-abundant elements. Here we show that combining a partial spinel-like cation order and substantial lithium excess enables both dense and fast energy storage. Cation overstoichiometry and the resulting partial order is used to eliminate the phase transitions typical of ordered spinels and enable a larger practical capacity, while lithium excess is synergistically used with fluorine substitution to create a high lithium mobility. With this strategy, we achieved specific energies greater than 1,100 Wh kg–1 and discharge rates up to 20 A g–1. Remarkably, the cathode materials thus obtained from inexpensive manganese present a rare case wherein an excellent rate capability coexists with a reversible oxygen redox activity. Our work shows the potential for designing cathode materials in the vast space between fully ordered and disordered compounds

Protective Efficacy of Centralized and Polyvalent Envelope Immunogens in an Attenuated Equine Lentivirus Vaccine

Lentiviral Envelope (Env) antigenic variation and related immune evasion present major hurdles to effective vaccine development. Centralized Env immunogens that minimize the genetic distance between vaccine proteins and circulating viral isolates are an area of increasing study in HIV vaccinology. To date, the efficacy of centralized immunogens has not been evaluated in the context of an animal model that could provide both immunogenicity and protective efficacy data. We previously reported on a live-attenuated (attenuated) equine infectious anemia (EIAV) virus vaccine, which provides 100% protection from disease after virulent, homologous, virus challenge. Further, protective efficacy demonstrated a significant, inverse, linear relationship between EIAV Env divergence and protection from disease when vaccinates were challenged with viral strains of increasing Env divergence from the vaccine strain Env. Here, we sought to comprehensively examine the protective efficacy of centralized immunogens in our attenuated vaccine platform. We developed, constructed, and extensively tested a consensus Env, which in a virulent proviral backbone generated a fully replication-competent pathogenic virus, and compared this consensus Env to an ancestral Env in our attenuated proviral backbone. A polyvalent attenuated vaccine was established for comparison to the centralized vaccines. Additionally, an engineered quasispecies challenge model was created for rigorous assessment of protective efficacy. Twenty-four EIAV-naïve animals were vaccinated and challenged along with six-control animals six months post-second inoculation. Pre-challenge data indicated the consensus Env was more broadly immunogenic than the Env of the other attenuated vaccines. However, challenge data demonstrated a significant increase in protective efficacy of the polyvalent vaccine. These findings reveal, for the first time, a consensus Env immunogen that generated a fully-functional, replication-competent lentivirus, which when experimentally evaluated, demonstrated broader immunogenicity that does not equate to higher protective efficacy